+1,253.2%
SMH vs EW
+5,596.6%
-4,343.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +2.5% | -0.3% | +2.9% | +2.6% |
| 30D | -0.5% | +1.0% | -1.5% | -0.9% |
| 3M | -9.6% | +2.8% | -12.4% | -10.7% |
| 6M | +42.1% | +5.5% | +36.6% | +39.0% |
| YTD | +57.4% | +5.5% | +52.0% | +53.9% |
| 1Y | +96.2% | +11.0% | +85.2% | +88.3% |
| 3Y | +267.9% | +17.7% | +250.2% | +235.2% |
| 5Y | +327.7% | -25.7% | +353.4% | +342.8% |
| 10Y | +1,764.6% | +132.8% | +1,631.8% | +1,284.1% |
| All | +1,253.2% | +5,596.6% | -4,343.4% | +337.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling